+805.8%
GWW vs FIVE
+862.5%
-56.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | +14.0% | +17.4% | -3.4% | +10.7% |
| 3M | +14.4% | +7.0% | +7.3% | +12.8% |
| 6M | +21.7% | +20.5% | +1.2% | +16.8% |
| YTD | +48.4% | +33.1% | +15.3% | +39.3% |
| 1Y | +58.4% | +67.1% | -8.7% | +42.5% |
| 3Y | +92.3% | +41.9% | +50.4% | +69.9% |
| 5Y | +221.8% | +21.1% | +200.7% | +185.2% |
| 10Y | +657.6% | +518.8% | +138.8% | +384.0% |
| All | +805.8% | +862.5% | -56.7% | +421.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling